It's no longer possible to cycle to widgets that aren't part of the current modal window.
The window manager will remember the focused widget of a modal window on a limited basis (it'll be discarded when a different modal window opens).
(Shift)Tab cycles, arrow keys move to the next button in that direction, Enter/Space accepts.
Note: Unless MyGUI is hacked to bits, clicking on an empty space will annoyingly reset the key focus. Not sure how to deal with that yet.
The visual highlight for selected buttons requires MyGUI commit 632d007429d0bf0c7d7f6c5db4a08353a63dd839 or later to appear (to be released in 3.2.3).